Chang-Rae Park
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A multiscale extension of the Margrabe formula under stochastic volatility Chaos, Solitons and Fractals | 2018-02-01 | Paper |
| The pricing of dynamic fund protection with default risk Journal of Computational and Applied Mathematics | 2018-01-11 | Paper |
| Pricing turbo warrants under stochastic elasticity of variance Chaos, Solitons and Fractals | 2017-02-10 | Paper |
| An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model Journal of Mathematical Analysis and Applications | 2017-01-17 | Paper |
Research outcomes over time
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